# Probability

Brain teasers and puzzles involving randomness, probability, and statistics

## Sicherman Dice

Sicherman dice are a particular pair of six-sided dice that, when rolled, produce sums with the same probability distribution as a pair of standard six-sided dice. In other words, these dice do not have the arrangement of 1, 2, 3, 4, 5, and 6 on their six sides, but when rolled together, still produce the same distribution of sums:

• One way to roll a 2
• Two ways to roll a 3
• Three ways to roll a 4
• Four ways to roll a 5
• Five ways to roll a 6
• Six ways to roll a 7
• Five ways to roll a 8
• Four ways to roll a 9
• Three ways to roll a 10
• Two ways to roll a 11
• One way to roll a 12

Sicherman dice are the only alternative arrangement of six-sided dice with positive integers that produce the same probability distribution as a pair of standard six-sided dice. Can you figure out what numbers belong on Sicherman dice?

Hint: One of the dice has no numbers greater than 4.

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## Boy or Girl Paradox

The “boy or girl paradox” is a well-known brain teaser by famous puzzle-maker Martin Gardner. It’s popularly considered a “paradox” because (1) it has a highly unintuitive solution, and (2) its ambiguous wording meant either of two solutions could be valid solutions.

This is a rewording of that brain teaser to eliminate some ambiguity from that original question:

Out of all families with exactly two children, we randomly pick one family that has at least one boy. What is the probability that both children in this family are boys?

Assume only for the purposes of this puzzle that a child can only be a boy or a girl, and that either possibility is equally likely.

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## Two Envelopes Paradox

The two envelopes paradox is a famous brain teaser of sorts, and not a true paradox. The problem is generally posed like this:

You are given a choice between two identical envelopes. One envelope contains some amount of money, and the other contains twice that amount of money. There is no way to distinguish between the two. However, when you choose one of the envelopes, before opening it, you are given the option of switching to the other envelope. Should you switch?

Why is this sometimes called a paradox? Well, if you choose to switch, you have a 50% chance of doubling your money, and a 50% chance of halving your money. If the amount of money in the envelope you initially chose is M, this reasoning suggests the expected amount in the other envelope is (2M + 0.5M) / 2 = 1.25M. This is more than M, so you should always switch.

But that would suggest once you’ve switched, you’re in the same position you were before you switched, so you should switch again. What is the problem with this reasoning?

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## The Monty Hall Problem

You are on a game show in which there are three identical doors, one with a car behind it and two with goats behind them. You must pick one door, and you win if that door has the car behind it.

After you pick a door, the host of the game show always opens a door you didn’t choose that has a goat behind it. This leaves the door you chose and one other remaining door, and you are given the option to switch your choice to the other remaining door.

Should you switch or should you stick to your original choice? What chance of winning would that give you?

## The History

The Monty Hall Problem is a classic probability puzzle, named for its similarity to the game show “Let’s Make a Deal”, which was hosted by Monty Hall. The problem was made famous when Marilyn vos Savant answered it correctly in her column in a popular magazine, and thousands of readers wrote letters to the magazine arguing her solution was wrong!

The solution can be counter-intuitive, so give it some thought and then scroll down to see the Monty Hall Problem explained.

Continue reading “The Monty Hall Problem Explained”

## Russian Roulette Riddle

In the morbid game of Russian Roulette, a partially loaded revolver with a six-chamber cylinder is randomly spun, pointed at one of the players, and fired. If the revolver landed on an empty chamber, the lucky player is safe, and the process is repeated with the next player. The obvious objective of the game is to not get shot.

You find yourself stuck in a game of Russian Roulette. A freshly loaded revolver is aimed at the first player, and it turns out to be an empty chamber. Your turn is next, and you are given the choice to either:

• Spin the cylinder before pulling the trigger (i.e., you get a random new chamber)
• Or just pull the trigger (i.e., let the revolver fire whatever is in the next chamber)

Which choice should you pick if the revolver was originally:

1. Loaded with one bullet?
2. Loaded with bullets in two random chambers?
3. Loaded with bullets in two consecutive chambers?

Assume the revolver cannot misfire, and that spinning the cylinder lands on all chambers with equal probability.

Some variation of this Russian Roulette riddle was once asked in interviews at Jane Street, Susquehanna International Group (SIG), Facebook (now Meta), UBS, Capital One, and more.

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## Truel

A truel is a three-way duel. The three participants take turns firing one shot at whichever opponent they choose, until only one is remaining.

Allison, Ben, and Chase are in a truel, and have varying degrees of accuracy: Allison has a 50% chance of hitting her intended target, Ben has a 80% chance, and Chase has a 100% chance. Allison gets to shoot first, then Ben, then Chase, and repeating in that order until only one person is remaining.

Assume that the accuracy of all participants are publicly known, and everyone is trying to maximize their chances of winning. What is Allison’s optimal strategy, and what is her likelihood of winning under that strategy?

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## Reroll the Die

Suppose there is a game in which you roll a fair, 6-sided die and win dollars equal to the outcome of the roll. How much would you expect to win on average?

Suppose, if you don’t like the outcome of the roll, you can reroll the die once, and win dollars equal to the outcome of the 2nd roll (once you choose to reroll, you can no longer go back to the 1st roll). How much would you expect to win on average?

Suppose, if you don’t like the outcome of the 2nd roll, you can reroll the die once more, and win dollars equal to the outcome of the 3rd roll (once you choose to reroll, you can no longer go back to previous rolls). How much would you expect to win on average?

This was an actual brain teaser question once asked at Jane Street for an interview for an intern role.

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